+113.9%
SOXX vs ROIV
+177.7%
-63.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +2.0% | +3.1% |
| 7D | +2.2% | +0.6% | +1.6% | +2.0% |
| 30D | -2.0% | +1.0% | -3.0% | -2.4% |
| 3M | -13.7% | +18.3% | -32.0% | -16.9% |
| 6M | +52.4% | +18.3% | +34.1% | +45.7% |
| YTD | +72.8% | +61.0% | +11.8% | +55.8% |
| 1Y | +113.9% | +177.9% | -64.0% | +87.5% |
| All | +113.9% | +177.7% | -63.8% | +87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ROIV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling